-78.3%
VXX vs MTB
+114.2%
-192.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.3% | -4.6% | -3.9% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -7.1% | -4.8% | -2.3% | -12.6% |
| 3M | -28.6% | +6.0% | -34.6% | -23.2% |
| 6M | -44.0% | +19.6% | -63.6% | -28.1% |
| YTD | -31.7% | +21.5% | -53.2% | -9.2% |
| 1Y | -46.3% | +24.7% | -71.1% | -24.7% |
| 3Y | -78.3% | +108.6% | -186.8% | -44.8% |
| All | -78.3% | +114.2% | -192.5% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling